+37.5%
F vs BLK
+69.2%
-31.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.9% | -2.3% | -3.2% |
| 7D | +1.2% | -2.4% | +3.6% | +2.5% |
| 30D | +1.2% | -3.1% | +4.3% | +2.9% |
| 3M | -5.7% | +10.7% | -16.3% | -11.5% |
| 6M | +17.9% | +15.9% | +2.1% | +7.7% |
| YTD | +10.4% | +4.0% | +6.4% | +6.6% |
| 1Y | +25.3% | +1.3% | +24.1% | +22.4% |
| 3Y | +37.5% | +69.6% | -32.1% | -16.4% |
| All | +37.5% | +69.2% | -31.7% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BLK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling